+118.0%
TXN vs OUST
-64.1%
+182.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +14.0% | -14.3% | -1.8% |
| 7D | -7.8% | +17.0% | -24.8% | -9.5% |
| 30D | -3.6% | -16.5% | +12.9% | -2.1% |
| 3M | +0.1% | -23.7% | +23.8% | +2.2% |
| 6M | -3.2% | +18.4% | -21.6% | -7.1% |
| YTD | +63.4% | +60.8% | +2.6% | +50.6% |
| 1Y | +75.6% | +44.2% | +31.4% | +63.1% |
| 3Y | +104.0% | +668.1% | -564.1% | +46.1% |
| 5Y | +65.0% | -48.8% | +113.9% | +40.4% |
| All | +118.0% | -64.1% | +182.1% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling